bNzAFpzher3JtJ0P21MJth6PmyLD0RPidu20lOX6CSmY8pged9Cc8eKqEhUo
Current position: Home >> Scientific Research >> Paper Publications

Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints

Hits:

Institution:数学学院

Title of Paper:Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints

Journal:SIAM Journal on Control and Optimization

First Author:Ying Hu

Correspondence Author:Tianyang Nie

All the Authors:Jianhui Huang

Document Code:197838

Volume:56

Issue:4

Translation or Not:No

Date of Publication:2018-08

Release Time:2018-10-29

Prev One:American options in nonlinear markets

Next One:Fair bilateral pricing under funding costs and exogenous collateralization